AMS 316 - Introduction to Time Series Analysis

Institution:

Stony Brook University

Subject:

Description:

Trend and seasonal components of time series models, autoregressive and moving average (ARMA) models, Box-Jenkins methodology, Portmanteau test, unit-root, generalized autoregressive conditionally heteroskedasticity (GARCH) models, exponential GARCH, stochastic volatility models. This course is offered as both AMS 316 and AMS 586.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.stonybrook.edu

Phone Number:

(631) 632-6000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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